Overdetermined mixed linear/quadratic system - least squares problem
I have a system of k linear and m quadratic equations in d unknown
variables, k+m>d, so the number of equations is bigger than the number
of unknowns and the system is overdetermined.
A least square solution is required in this case. What is most optimal
way to find that solution?
If the system were purely linear, I could just multiply pseudoinverse
of the matrix by the right hand side vector and that would be it
(minimizing ||Ax-b||).
.
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